+84.0%
ASML vs MRK
+104.2%
-20.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.3% | -2.4% |
| 7D | +10.4% | 0.0% | +10.3% | +10.4% |
| 30D | -12.7% | +3.5% | -16.2% | -13.0% |
| 3M | -17.2% | +11.2% | -28.4% | -18.2% |
| 6M | -1.3% | +32.5% | -33.8% | -4.9% |
| YTD | +40.8% | +42.5% | -1.7% | +34.9% |
| 1Y | +45.2% | +65.4% | -20.2% | +36.8% |
| 3Y | +131.8% | +58.8% | +73.0% | +110.6% |
| 5Y | +84.0% | +103.9% | -19.8% | +53.4% |
| All | +84.0% | +104.2% | -20.2% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MRK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling